Offline Explorer - description from Softdepia.com:

Offline Explorer allows you to download an unlimited number of your favorite Web and FTP sites simultaneously for later offline viewing, editing or browsing. Offline Explorer stands out from all other offline browsers by supporting the maximum number of modern Internet technologies. It extracts links and converts them for seamless offline browsing from Java/VB scripts, Java applets, Cascading Style Sheets (.CSS,) Macromedia Flash (.SFW,) Director (.DCR,) XML/XSL/DTD, Table Of Contents (.TOC,) MPEG 3 Play List (.M3U,) Authorware (.AAM,) Acrobat (.PDF,) RealMedia (.SMIL, .RAM, .RPM,) VRML (.WRL, .WRZ) and MS NetShow Channel (.NSC) files. Offline Explorer also have Professional edition, which is the first and only offline browser capable of downloading MS Media Player (MMS) and Real Player (RTSP) media streams and saving them to your hard disk. Not only can you view these files when it is most convenient for you, but you can also download them with the highest quality even via your modem connection. Offline Explorer internal browser provides easy offline browsing. Advanced mouse wheel support makes user interface navigation simplier. You can browse, search, export to CD or perform other operations on downloaded sites using a clear, intuitive and convenient user interface

Offline Explorer is a "Free to try" program. You can download and try it for an evaluation period.